相关论文: Weitzman's Rule for Pandora's Box with Correlation…

Markowitz's optimal portfolio relies on the accurate estimation of correlations between asset returns, a difficult problem when the number of observations is not much larger than the number of assets. Using powerful results from random…

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…

We consider various stochastic models that incorporate the notion of risk-averseness into the standard 2-stage recourse model, and develop novel techniques for solving the algorithmic problems arising in these models. A key notable feature…

The self-similarity of complex networks is typically investigated through computational algorithms the primary task of which is to cover the structure with a minimal number of boxes. Here we introduce a box-covering algorithm that not only…

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

We study the problem of characterizing revenue optimal auctions for single-minded buyers. Each buyer is interested only in a specific bundle of items and has a value for the same. Both his bundle and its value are his private information.…

Models which include domain constraints occur in myriad contexts such as econometrics, genomics, and environmetrics, though simulating from constrained distributions can be computationally expensive. In particular, repeated sampling from…

We study the probabilistic assignment of items to platforms that satisfies both group and individual fairness constraints. Each item belongs to specific groups and has a preference ordering over platforms. Each platform enforces group…

We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple"…

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

We consider the revenue maximization problem with sharp multi-demand, in which $m$ indivisible items have to be sold to $n$ potential buyers. Each buyer $i$ is interested in getting exactly $d_i$ items, and each item $j$ gives a benefit…

The problem of fair division known as "cake cutting" has been the focus of multiple papers spanning several decades. The most prominent problem in this line of work has been to bound the query complexity of computing an envy-free outcome in…

The restricted max-min fair allocation problem seeks an allocation of resources to players that maximizes the minimum total value obtained by any player. It is NP-hard to approximate the problem to a ratio less than 2. Comparing the current…

We study a resource allocation setting where $m$ discrete items are to be divided among $n$ agents with additive utilities, and the agents' utilities for individual items are drawn at random from a probability distribution. Since common…

Correlation clustering is a technique for aggregating data based on qualitative information about which pairs of objects are labeled 'similar' or 'dissimilar.' Because the optimization problem is NP-hard, much of the previous literature…

While powerful tools have been developed to analyze quantum query complexity, there are still many natural problems that do not fit neatly into the black box model of oracles. We create a new model that allows multiple oracles with…

We efficiently solve the optimal multi-dimensional mechanism design problem for independent bidders with arbitrary demand constraints when either the number of bidders is a constant or the number of items is a constant. In the first…

Given a weighted, ordered query set $Q$ and a partition of $Q$ into classes, we study the problem of computing a minimum-cost decision tree that, given any query $q$ in $Q$, uses equality tests and less-than comparisons to determine the…

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…